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	KPSS-testet för strukturella brott	Phillips-Perron-testet för enhetsrötter med strukturbrott
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	2002-2005	1988/1997
Upphovsperson	Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005)	Pierre Perron (building on Phillips & Perron)
Typ	Stationarity test with structural breaks	Hypothesis test
Ursprungskälla	Carrion-i-Silvestre, J. L., Del Barrio, T., & Lopez-Bazo, E. (2005). Breaking the panels: An application to the GDP per capita. Econometrics Journal, 8(2), 159-175.	Perron, P. (1997). Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics, 80(2), 355-385.
Alias	KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS	break-augmented PP test, Phillips-Perron test with structural break, structural break unit root test, PP unit root test with break
Närliggande	6	0
Sammanfattning	The structural break KPSS test extends the standard Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test to allow for one or more known or unknown structural breaks in the level or trend of a time series. Under the null hypothesis the series is stationary around a broken deterministic component, enabling researchers to distinguish genuine unit-root behaviour from apparent non-stationarity caused by regime shifts.	The structural break Phillips-Perron (PP) unit root test extends the classical PP framework to allow for one or more discrete shifts in the level or trend of a time series. By endogenously or exogenously identifying break dates and controlling for them, it tests the null of a unit root against a trend-stationary alternative that accommodates structural change, avoiding the spurious acceptance of non-stationarity caused by ignored breaks.